I use Linux on my computer (Ubuntu) Not windows or mac. I have been trying to make some MP3 CDs for my car since i ditched the aftermarket stereo and put my stock 6 disc mp3 unit back in. I have two programs on my PC that i use. Braseo Disc Burner and K3b.

Every time i make one i put a few albums on the cd and make it as a Data CD. The program says it burns fine and i try it and every time i go to play it in my cd player it will only play one of the files. It will see all the files i put on it but once i select a file it just keeps playing the original file. WTF?

Brasero should work fine, Test your burned media in the computer. Will it play all the songs? If not I would try new media, I find verbatim to work best.
Also, you may want to review the page on http://www.wkjeeps.com/wk_nav.htm to make sure the structure of your disc/file type is supported.